GMA Pass
Geometric Moving Average — Series Input
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Overview
GMA Pass applies the Geometric Moving Average to any upstream numeric series. It computes the nth root of the product of n values, which is appropriate for multiplicative (e.g. ratio or return) series and is less influenced by extreme values than the arithmetic mean.
Formula
GMA[t] = (Π x[t−i])^(1/period) for i = 0..period−1 = exp( Σ ln(x[t−i]) / period )
Parameters
| Parameter | Type | Default | Description |
|---|---|---|---|
| period | number | 10 | Window length in bars. |
Inputs & Outputs
| Port | Direction | Type | Description |
|---|---|---|---|
| input | Input | (number | null)[] | Any numeric series (values + timestamps). |
| values | Output | (number | null)[] | Smoothed output series, null for warm-up bars. |
| timestamps | Output | number[] | Bar timestamps aligned with values. |